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Trade: DYDX/USDT/480/HWMA/KCL/2771

Strategy
DYDX/USDT/480/HWMA/KCL/2771
Pair
DYDX_USDT
Interval
8h
Score
468788
Daily Profit
0.195788
Profit Factor
1.590710
Profitability
74.193548
Streak
255.189591
Best Strategy
Training Data Length
1479.000000
Evaluation Time
2025-09-26 23:33
Expiration Time
2025-11-10 02:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 289569.9505 75215.2332 214354.7173 -135999.1806 -183955.9916 47956.811
Total P&L (%) 289.57 75.2152 214.3547 -135.9992 -183.956 47.9568
Avg Daily Profit (%) 0.1958 0.0509 0.1449 0 0 0.0265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233235 -58555 -202915 -1544161 -390104 -1172233
Profit Factor 1.5907 1.6479 1.573 0.9293 0.6859 1.0359
Total Trades 93 47 46 93 47 46
Winning Trades 69 30 39 42 23 19
Losing Trades 24 17 7 51 24 27
Profitability (%) 74.1935 63.8298 84.7826 45.1613 48.9362 41.3043
Ratio Avg Win / Avg Loss 0.5533 0.9338 0.2823 1.1284 0.7158 1.472
Largest Winning Trade 39313 18086 39313 348619 140257 348619
Largest Losing Trade -107741 -21539 -107741 -966604 -312830 -966604
Avg Bars in Trades 42 9 76 42 9 76
Avg Bars in Winners 28 5 46 45 9 88
Avg Bars in Losers 81 16 238 39 9 67
Bars Traded 3945 447 3498 3945 447 3498
Profit Streak 255.1896 255.1896 280.5229 0 0 0
Trades During Streak 14 7 10 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468788 -121061 232236 -580745 -580832 -343390

Evaluation Data

{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 1479,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632585600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918780664,
    "expiration_time": 1762735968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34831,
            "nb": 0.1,
            "nc": 0.16951
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            289569.9504914398,
            75215.2331541023,
            214354.7173373373,
            -135999.1806115182,
            -183955.9915901449,
            47956.8109786271
        ],
        [
            289.56995,
            75.215233,
            214.354717,
            -135.999181,
            -183.955992,
            47.956811
        ],
        [
            0.195788,
            0.050855,
            0.144932,
            0,
            0,
            0.026491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233235,
            -58555,
            -202915,
            -1544161,
            -390104,
            -1172233
        ],
        [
            1.59071,
            1.647856,
            1.572976,
            0.929282,
            0.685945,
            1.035859
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            69,
            30,
            39,
            42,
            23,
            19
        ],
        [
            24,
            17,
            7,
            51,
            24,
            27
        ],
        [
            74.193548,
            63.829787,
            84.782609,
            45.16129,
            48.93617,
            41.304348
        ],
        [
            0.553291,
            0.933785,
            0.282329,
            1.128413,
            0.715769,
            1.47201
        ],
        [
            39313,
            18086,
            39313,
            348619,
            140257,
            348619
        ],
        [
            -107741,
            -21539,
            -107741,
            -966604,
            -312830,
            -966604
        ],
        [
            42,
            9,
            76,
            42,
            9,
            76
        ],
        [
            28,
            5,
            46,
            45,
            9,
            88
        ],
        [
            81,
            16,
            238,
            39,
            9,
            67
        ],
        [
            3945,
            447,
            3498,
            3945,
            447,
            3498
        ],
        [
            255.189591,
            255.189591,
            280.522924,
            0,
            0,
            0
        ],
        [
            14,
            7,
            10,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468788,
            -121061,
            232236,
            -580745,
            -580832,
            -343390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 1479,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1632585600000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758918780664,
    "expiration_time": 1762735968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.34831,
            "nb": 0.1,
            "nc": 0.16951
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 51,
            "offset": 0,
            "scalar": 3
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)